Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

We establish a large deviation approximation for the density function of an arbitrary sequence of random variables. The results are analogous to those obtained by Chaganty and Sethuraman (1985). We apply our theorems to the sample variance and the Mann–Whitney two-sample statistic.

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Year of publication:	2014
Authors:	Joutard, Cyrille
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 90.2014, C, p. 100-107
Publisher:	Elsevier
Subject:	Density function \| Large deviations \| Sample variance \| Mann–Whitney statistic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010776523